SCS Steelcase In...

Fundamental Data

Get detailed Fundamental insights of Steelcase Inc. and compare it to the S&P500.
YTD Return
SCS +3.62%
vs.
SPY +18.46%
1-Year Return
SCS +58.48%
vs.
SPY +27.00%
3-Year Return
SCS +2.83%
vs.
SPY +5.68%

Worst 10 Drawdowns of SCS

Started Recovered Drawdown Days
Dec 19, 2019 Sep 17, 2024 -71.86% 1735
Mar 24, 2015 Dec 17, 2019 -42.19% 1730
Jan 9, 2015 Feb 2, 2015 -7.82% 25
Mar 2, 2015 Mar 13, 2015 -5.24% 12
Feb 17, 2015 Feb 19, 2015 -1.47% 3
Feb 25, 2015 Feb 26, 2015 -1.34% 2
Jan 6, 2015 Jan 7, 2015 -0.97% 2
Feb 9, 2015 Feb 11, 2015 -0.49% 3

SCS vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

SCS
S&P500
Metric SCS S&P500
Cumulative Return -21.38% +174.09%
Compound Annual Growth Rate (CAGR) -1.7% +7.44%
Sharpe 0.15 0.67
Sortino 0.21 0.94
Max Drawdown -71.86% -34.1%
Longest Drawdown Days 1735 745
Volatility (ann.) 41.11% 17.83%
Correlation 44.58% -
R^2 0.2 -
Calmar -0.02 0.22
Skew -0.06 -0.55
Kurtosis 14.43 12.49
Expected Daily -0.01% +0.04%
Expected Monthly -0.21% +0.87%
Expected Yearly -2.38% +10.61%
Kelly Criterion -2.16% 3.8%
Risk of Ruin 0% 0%
Daily Value-at-Risk -4.24% -1.80%
Expected Shortfall (cVaR) -4.24% -1.80%
Max Consecutive Wins 8 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.03 0.14
Gain/Pain (1M) 0.13 0.78
Payoff Ratio 0.92 0.90
Profit Factor 1.03 1.14
Outlier Win Ratio 3.04 6.74
Outlier Loss Ratio 2.92 6.62
MTD -0.92% -0.11%
3M +12.98% +3.74%
6M +9.62% +10.44%
Best Day +19.51% +9.06%
Worst Day -23.17% -10.94%
Best Month +26.71% +12.70%
Worst Month -41.68% -13.00%
Best Year +91.23% +28.79%
Worst Year -39.68% -19.48%
Avg. Drawdown -16.42% -1.83%
Avg. Drawdown Days 439 22
Recovery Factor 0.81 3.41
Ulcer Index 0.38 0.08
Avg. Up Month +9.04% +4.04%
Avg. Down Month -9.84% -4.28%
Win Days 50.97% 54.39%
Win Month 50.43% 66.67%
Win Quarter 48.72% 76.92%
Win Year 40.00% 70.00%

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